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You searched for +publisher:"Texas A&M University" +contributor:("Sorescu, Sorin"). Showing records 1 – 12 of 12 total matches.

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Texas A&M University

1. Yost-Bremm, Christopher Ryan. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.

Degree: 2016, Texas A&M University

 This dissertation aims to understand the impact that currency movement?in particular U.S. dollar movement?has in determining the returns to individual global equities. To that end,… (more)

Subjects/Keywords: currencies; asset-pricing; equity markets

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APA (6th Edition):

Yost-Bremm, C. R. (2016). Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/156815

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/156815.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yost-Bremm, Christopher Ryan. “Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability.” 2016. Web. 11 Aug 2020.

Vancouver:

Yost-Bremm CR. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. [Internet] [Thesis]. Texas A&M University; 2016. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/156815.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yost-Bremm CR. Currency Risk in Global Equity Markets: Determinants, Risk, and Predictability. [Thesis]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/156815

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

2. Wu, Juan. Essays on equity prices and market structures.

Degree: 2009, Texas A&M University

 In the first essay, we provide new evidence on the relationship between order flow and prices, an issue that is central to asset pricing and… (more)

Subjects/Keywords: order flow; shorting; demutualization

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APA (6th Edition):

Wu, J. (2009). Essays on equity prices and market structures. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1509

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Juan. “Essays on equity prices and market structures.” 2009. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-1509.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Juan. “Essays on equity prices and market structures.” 2009. Web. 11 Aug 2020.

Vancouver:

Wu J. Essays on equity prices and market structures. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1509.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu J. Essays on equity prices and market structures. [Thesis]. Texas A&M University; 2009. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1509

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

3. Erturk, Bilal. Divergence of opinions, short sales, and asset prices.

Degree: 2009, Texas A&M University

 Prior research has established that stocks with high dispersion of earnings forecasts or short interest are associated with low subsequent returns. Assuming dispersion of forecasts… (more)

Subjects/Keywords: Earnings Forecasts; Divergence of Opinions; Short Sales; Asset Pricing

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APA (6th Edition):

Erturk, B. (2009). Divergence of opinions, short sales, and asset prices. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1790

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Erturk, Bilal. “Divergence of opinions, short sales, and asset prices.” 2009. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-1790.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Erturk, Bilal. “Divergence of opinions, short sales, and asset prices.” 2009. Web. 11 Aug 2020.

Vancouver:

Erturk B. Divergence of opinions, short sales, and asset prices. [Internet] [Thesis]. Texas A&M University; 2009. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1790.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Erturk B. Divergence of opinions, short sales, and asset prices. [Thesis]. Texas A&M University; 2009. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1790

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

4. Armstrong, William. Momentum Trading and Limits to Arbitrage.

Degree: 2012, Texas A&M University

 An extensive body of research supports the momentum strategy's persistence but disagrees on the underlying source of its profitability. A key obstacle to distinguishing between… (more)

Subjects/Keywords: empirical asset pricing; momentum

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APA (6th Edition):

Armstrong, W. (2012). Momentum Trading and Limits to Arbitrage. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Armstrong, William. “Momentum Trading and Limits to Arbitrage.” 2012. Web. 11 Aug 2020.

Vancouver:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Armstrong W. Momentum Trading and Limits to Arbitrage. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

5. Gao, Bo 1988-. Stress Testing Projected Capitalized Farmland Values.

Degree: 2012, Texas A&M University

 This study initially presents historical trends in both the capitalized value and market value of farmland in the eight states comprising the Corn Belt and… (more)

Subjects/Keywords: Econometric Analysis; Stress Testing; Distributed Lag Model; Farmland; Capitalized Value

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APA (6th Edition):

Gao, B. 1. (2012). Stress Testing Projected Capitalized Farmland Values. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/148223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gao, Bo 1988-. “Stress Testing Projected Capitalized Farmland Values.” 2012. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/148223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gao, Bo 1988-. “Stress Testing Projected Capitalized Farmland Values.” 2012. Web. 11 Aug 2020.

Vancouver:

Gao B1. Stress Testing Projected Capitalized Farmland Values. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/148223.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gao B1. Stress Testing Projected Capitalized Farmland Values. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/148223

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

6. Warren, Nooshin Lotfi. New Perspectives on Assessing the Stock Market Value of Innovation.

Degree: PhD, Marketing, 2016, Texas A&M University

 Innovation is considered an imperative for firm survival and growth. Firms invest considerable amount of time and resources on their innovation activities. Consequently, they are… (more)

Subjects/Keywords: event study; new product announcements; propensity score matching; concurrent announcements; investor expectations; investor recognition

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APA (6th Edition):

Warren, N. L. (2016). New Perspectives on Assessing the Stock Market Value of Innovation. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/157845

Chicago Manual of Style (16th Edition):

Warren, Nooshin Lotfi. “New Perspectives on Assessing the Stock Market Value of Innovation.” 2016. Doctoral Dissertation, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/157845.

MLA Handbook (7th Edition):

Warren, Nooshin Lotfi. “New Perspectives on Assessing the Stock Market Value of Innovation.” 2016. Web. 11 Aug 2020.

Vancouver:

Warren NL. New Perspectives on Assessing the Stock Market Value of Innovation. [Internet] [Doctoral dissertation]. Texas A&M University; 2016. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/157845.

Council of Science Editors:

Warren NL. New Perspectives on Assessing the Stock Market Value of Innovation. [Doctoral Dissertation]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/157845


Texas A&M University

7. Zhao, Xin. Hedge Fund Ownership and Corporate Financial Misconduct.

Degree: PhD, Finance, 2016, Texas A&M University

 This dissertation studies whether hedge funds are proficient at avoiding investing in firms that conduct financial fraud. Using 13F quarterly holdings data from 1980 to… (more)

Subjects/Keywords: hedge fund; misconduct; fraud

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APA (6th Edition):

Zhao, X. (2016). Hedge Fund Ownership and Corporate Financial Misconduct. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/158721

Chicago Manual of Style (16th Edition):

Zhao, Xin. “Hedge Fund Ownership and Corporate Financial Misconduct.” 2016. Doctoral Dissertation, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/158721.

MLA Handbook (7th Edition):

Zhao, Xin. “Hedge Fund Ownership and Corporate Financial Misconduct.” 2016. Web. 11 Aug 2020.

Vancouver:

Zhao X. Hedge Fund Ownership and Corporate Financial Misconduct. [Internet] [Doctoral dissertation]. Texas A&M University; 2016. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/158721.

Council of Science Editors:

Zhao X. Hedge Fund Ownership and Corporate Financial Misconduct. [Doctoral Dissertation]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/158721


Texas A&M University

8. Liu, Hu. Naked Short Selling: Is it Information-Based Trading?.

Degree: 2012, Texas A&M University

 Naked short selling occurs when a short seller fails to deliver shares on the settlement day. The business press and many corporate managers characterize it… (more)

Subjects/Keywords: Naked Short Selling; Covered Short Selling; Short Selling

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APA (6th Edition):

Liu, H. (2012). Naked Short Selling: Is it Information-Based Trading?. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Hu. “Naked Short Selling: Is it Information-Based Trading?.” 2012. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Hu. “Naked Short Selling: Is it Information-Based Trading?.” 2012. Web. 11 Aug 2020.

Vancouver:

Liu H. Naked Short Selling: Is it Information-Based Trading?. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu H. Naked Short Selling: Is it Information-Based Trading?. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-08-11611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Strawser, William. Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings.

Degree: 2011, Texas A&M University

 This study investigates the effect of preferred stock on the credit ratings assessed by professional credit analysts. Preferred stock inherently contains both features of debt… (more)

Subjects/Keywords: Preferred Stock; Credit Ratings

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Sample image

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APA (6th Edition):

Strawser, W. (2011). Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2011-05-9428

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Strawser, William. “Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings.” 2011. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2011-05-9428.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Strawser, William. “Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings.” 2011. Web. 11 Aug 2020.

Vancouver:

Strawser W. Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings. [Internet] [Thesis]. Texas A&M University; 2011. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-05-9428.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Strawser W. Preferred Stock and the Debt-Equity Hybrid Puzzle: An Analysis Using Credit Ratings. [Thesis]. Texas A&M University; 2011. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-05-9428

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Petkevich, Alexey. Two Essays in Asset-Pricing.

Degree: 2012, Texas A&M University

 Past research documents a positive link between momentum and firm-level default risk, yet this anomaly is not connected to default risk at the macro level.… (more)

Subjects/Keywords: Momentum; aggregate default; recovery; equity; bonds

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APA (6th Edition):

Petkevich, A. (2012). Two Essays in Asset-Pricing. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Petkevich, Alexey. “Two Essays in Asset-Pricing.” 2012. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Petkevich, Alexey. “Two Essays in Asset-Pricing.” 2012. Web. 11 Aug 2020.

Vancouver:

Petkevich A. Two Essays in Asset-Pricing. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9923.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Petkevich A. Two Essays in Asset-Pricing. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9923

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Akbas, Ferhat 1981-. The Volatility of Liquidity and Expected Stock Returns.

Degree: 2011, Texas A&M University

 The pricing of total liquidity risk is studied in the cross-section of stock returns. The study suggests that there is a positive relation between total… (more)

Subjects/Keywords: Risk Aversion; Risk; Expected Returns; Liquidity

Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7

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APA (6th Edition):

Akbas, F. 1. (2011). The Volatility of Liquidity and Expected Stock Returns. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/150946

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Akbas, Ferhat 1981-. “The Volatility of Liquidity and Expected Stock Returns.” 2011. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/150946.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Akbas, Ferhat 1981-. “The Volatility of Liquidity and Expected Stock Returns.” 2011. Web. 11 Aug 2020.

Vancouver:

Akbas F1. The Volatility of Liquidity and Expected Stock Returns. [Internet] [Thesis]. Texas A&M University; 2011. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/150946.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Akbas F1. The Volatility of Liquidity and Expected Stock Returns. [Thesis]. Texas A&M University; 2011. Available from: http://hdl.handle.net/1969.1/150946

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

12. Moorman, Theodore Clark. Corporate governance and long-term stock returns.

Degree: 2005, Texas A&M University

 Extant literature finds that long-term abnormal stock returns are generated by a strategy based on corporate governance index values (Gompers, Ishii, and Metrick 2003). The… (more)

Subjects/Keywords: corporate governance; market efficiency; asset pricing; finance; long run event study; investments

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APA (6th Edition):

Moorman, T. C. (2005). Corporate governance and long-term stock returns. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/2341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Moorman, Theodore Clark. “Corporate governance and long-term stock returns.” 2005. Thesis, Texas A&M University. Accessed August 11, 2020. http://hdl.handle.net/1969.1/2341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Moorman, Theodore Clark. “Corporate governance and long-term stock returns.” 2005. Web. 11 Aug 2020.

Vancouver:

Moorman TC. Corporate governance and long-term stock returns. [Internet] [Thesis]. Texas A&M University; 2005. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/1969.1/2341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Moorman TC. Corporate governance and long-term stock returns. [Thesis]. Texas A&M University; 2005. Available from: http://hdl.handle.net/1969.1/2341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.